+93.1%
FOXA vs NOC
+58.2%
+34.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | +5.0% | -9.7% | +14.7% | +5.9% |
| 3M | -3.0% | -5.6% | +2.6% | -2.6% |
| 6M | +14.8% | -28.6% | +43.3% | +17.3% |
| YTD | -8.9% | -7.9% | -1.0% | -8.6% |
| 1Y | +13.3% | -9.5% | +22.8% | +13.9% |
| 3Y | +115.4% | +28.4% | +87.0% | +108.6% |
| All | +93.1% | +58.2% | +34.9% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling